-0.6%
SWKS vs GH
+440.6%
-441.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -0.7% |
| 7D | -9.2% | -17.2% | +8.0% | -6.7% |
| 30D | -1.9% | -10.1% | +8.2% | -0.4% |
| 3M | +21.2% | -6.0% | +27.2% | +22.0% |
| 6M | +12.9% | +71.4% | -58.5% | +3.2% |
| YTD | +30.7% | +50.2% | -19.5% | +21.2% |
| 1Y | +14.1% | +61.4% | -47.3% | +4.5% |
| All | -0.6% | +440.6% | -441.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling